-51.1%
CPNG vs KGC
+435.7%
-486.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.2% |
| 7D | -5.4% | -8.4% | +3.0% | -3.8% |
| 30D | -11.1% | +6.3% | -17.4% | -12.3% |
| 3M | -3.0% | +22.4% | -25.4% | -7.3% |
| 6M | -23.5% | -11.4% | -12.1% | -22.6% |
| YTD | -37.8% | +3.1% | -41.0% | -39.5% |
| 1Y | -54.3% | +26.6% | -80.9% | -57.8% |
| 3Y | -20.8% | +525.6% | -546.4% | -51.9% |
| 5Y | -51.1% | +451.7% | -502.7% | -70.2% |
| All | -51.1% | +435.7% | -486.8% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling